Wadia 302 CD Player- Into power amp directly ?

it will be as loud, as the 302 like most (if not all) recent wadias, have little dip switches either on the back with the 301/302, or internally in the 861, to adjust the out level between 0.5v and 4v. you adjust these so that your normal listening level is as close to 99 as possible. it does sound better, with better bass, unless of course you have a really big buck pre, which might sound better... suck it and see.
incidentally there is no pot in the wadia, the volume is controlled in the digital domain. any difference in sound due to a pre is likely to be down to coloration. your decision whether or not you like that coloration.
i have a pre between my wadia and my power amp, but i manly use this for convenience, allowing me to run the tv / movies through the system (only way i can make the wife think it's all worth the money....) however i usually end up running it direct when i have a "serious" session.

Bombaywalla explained it better than i ever could have. i have had it explained to me a couple of times and as Bombaywalla said, it's the upsampled bits that are used for volume control, so it doesn't for the top part of the volume range, affect sound quality. to be honest it's a hell of a lot better than sticking a pot in the signal path!